-67.9%
PCG vs NTR
+98.7%
-166.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.3% | -0.5% |
| 7D | +0.5% | -2.5% | +3.0% | +1.1% |
| 30D | -18.9% | +17.0% | -35.9% | -22.4% |
| 3M | -15.8% | +22.2% | -38.0% | -20.6% |
| 6M | -22.6% | +5.2% | -27.7% | -24.5% |
| YTD | -12.2% | +29.7% | -41.9% | -19.6% |
| 1Y | -7.1% | +39.4% | -46.5% | -17.1% |
| 3Y | -15.8% | +38.2% | -54.0% | -26.4% |
| 5Y | +53.3% | +47.6% | +5.7% | +16.0% |
| All | -67.9% | +98.7% | -166.6% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling